Results 161 to 170 of about 661 (172)

Minque of variance components in generalized linear model with random effects

Communications in Statistics - Theory and Methods, 1996
We consider the estimation of thc variance components in generalized Linear model with random effects. The Method of Minimum Norm Quadratic Unbiased Estimators extending the Rao's argument is outlined. The method is illustrated with an analysis of cell irradiation data and compared to the methods of estimation proposed by Schall (1991).
Hyan Suk Lee, Yogendra P. Chaubey
openaire   +1 more source

Parent-offspring and sibling correlation estimation based on MINQUE theory

Biometrika, 1993
Summary: We derive easily computable expressions for MINQUE estimators of covariance parameters in an unbalanced family data structure used to study traits. These estimators are strongly consistent and asymptotically normal. Simple expressions for limiting sample variances and covariances of MINQUE estimators are provided.
openaire   +2 more sources

Estimation of covariance matrices of vector wiener process by minque method

Statistics, 1986
In this paper of vector random process Y(t)=W(t)+e(t) is considered. The process W(t) is of multidimensional WIENER process, e(t) is cleanly of random process.
exaly   +2 more sources

Necessary and Sufficient Conditions for MINQU-Estimation of Heteroskedastic Variances in Linear Models

Journal of the American Statistical Association, 1972
Abstract Let y = Xβ+e be a Gauss-Markoff linear model such that E(e) = 0 and D(e), the dispersion matrix of the error vector, is a diagonal matrix whose ith diagonal element is σ2 i, the variance of the ith observation yi. Rao has recently brought out two sets of sufficient conditions (on X) for the MINQU-estimability of all the heteroskedastic ...
openaire   +1 more source

Comparison of GEE, MINQUE, ML, and REML Estimating Equations for Normally Distributed Data

, 2001
C. Wu, M. Gumpertz, D. Boos
semanticscholar   +1 more source

An efficient procedure for computing minque of variance components and generalized least squares estimates of fixed effects

, 1983
F. Giesbrecht
semanticscholar   +1 more source

MINQUE under Heteroskedasticity

Econometric Theory, 1993
openaire   +1 more source

MINQUE Under Heteroskedasticity—Solution

Econometric Theory, 1995
openaire   +1 more source

Mean Square Error Comparison for MINQUE, ANOVA and Two Alternative Estimators Under the Unbalanced One‐Way Random Model

, 1981
H. Ahrens, J. Kleffe, R. Tenzler
semanticscholar   +1 more source

Asymptotic Efficiencies of MINQUE and ANOVA Variance Component Estimates in the Nonnormal Random Model

1994
The following question is addressed: For which quadratic unbiased estimates of variance components, and under what asymptotic assumptions, are the estimates as efficient as estimates based on the random effects themselves, with or without the normality assumption?
openaire   +1 more source